PNC
Q2 2026 Earnings
Reports in
-3days
Wed, Jul 15 · Before open
Options-implied move
±3.9%
$245.05 · $264.95 · via ATM straddle
ATM IV
24.1%
Δ term slope -0.1 v/30d
IV-based EM
±4.9%
σ 24% · 15d
ATM Straddle
$9.95
Strike $255.00
IV Rank
23%
52w 20–37%
Expected move
Probability density around spot
Log-normal model with ATM IV 24.1% over 15 days. Range $245.05–$264.95.
$236.32 · -7.3%Spot $255.00$273.68 · +7.3%
Spot
−3.9%
+3.9%
Straddle bandIV bandLog-normal density
Hover for probability · click to pinTerm structure
Implied range across expiries
Spot × (1 ± EM) at each expiry. Hover an expiry for details.
4 expiries
Historical
Realized moves · last 8 quarters
Close-to-close moves; implied range pending historical option chains.
EPS beat 8/8
EPS surprisevs sell-side consensus
Realized (up)Realized (down)
ATM greeks
Greeks by expiry
ATM call · delta hedge ratios, sensitivity to vol and time.
| Expiry | DTE | ATM IV | Δ Delta | Γ Gamma | 𝜈 Vega | Θ Theta | Straddle |
|---|---|---|---|---|---|---|---|
Jul 31Earnings K $255 | 15d | 24.09% | 0.464 | 0.0318 | 0.20 | -0.11 | $9.95 |
Aug 14 K $255 | 29d | 24.23% | 0.495 | 0.0227 | 0.29 | -0.10 | $13.85 |
Aug 28 K $255 | 43d | 24.83% | 0.503 | 0.0181 | 0.35 | -0.09 | $17.25 |
Sep 18 K $260 | 64d | 23.89% | 0.441 | 0.0151 | 0.42 | -0.07 | $20.80 |
Options data · as of 2026-07-16Method: options math baseline